here the Guide:
1-Open "My Computer", connect your psp to PC, copy the two folders: "dosbox" and "PSP" in your PSP ROOT (probabilly is E:\). It ask to overwrite, click: "Yes to all".

2-Disconnect the cable, go to the "Game" menu and start the DosBoX... Immediatly starts a program called: Dos Navigator, this is necessary to start the games in easy way.

3-Now move the cursor with the analogic D-Pad, go upside-left and make double-click on the "TWO-POINTS" pressing two times the R button.

There's two folders named: "PRINCE13" and "POP2". PRINCE13= Prince of Persia 1. POP2= Prince of Persia 2: The Shadow and the Flame.

Make again double click using the R button in one of this folders.

4- I have added the .BAT files: one per folder. This files are able to map the PC keyboard keys to the PSP buttons. So to start the game, press two times R button in "PoP.bat" or "PoP2.bat".
*******
PoP1 keys:
Arrows: movements
Cross: jump (is the Up button) \\ grab up
Cross + arrow right or left: jump without run
Up: grab up \\ parate (using sword)
Down: go down \\ put down the sword
Triangle: crouch
Square: walk \\ collect items
Select: pause \\ skip cinematics
Start: enter
______________________________________________

1- PoP2 stuck in "Sound Blaster" mode. I used the option "PC Speaker" for the audio. Game stuck after taking the boat loading the file "nis.dat": this why the PSP Kernel can run maximum 9 files per time. Is impossible to fix this.

2- There is two keys for the games for jump and crouch: Arrow up and Cross to jump. Arrow down and Triangle to crouch

3- Game versions: PoP1= 1.3. PoP2= 1.0

4- In PoP2 when you enter in the grotto, there is the copy protection screen. Press Start to continue. (Also loading a saved game).

5- In PoP2, to save the status, press Triangle + R, press again R to write the letter G, now press the Start button to save.

6- To load a saved game, press: Triangle + L; now you see your saved game named:"G". Press Start to load.

7- Remember that when you save, the game save the status ONLY at the starting in the level you are.

This is the bat file that i used to map pop1:

@ECHO OFF
INPUTMAP up up
INPUTMAP right right
INPUTMAP down down
INPUTMAP left left
INPUTMAP triangle down
INPUTMAP square lshift
INPUTMAP cross up
INPUTMAP circle circle
INPUTMAP start enter
INPUTMAP select esc
INPUTMAP exec prince

Write your game-keys in notedap, save the file when you finished to map and rename the file start.bat (the extension bust be ever .bat).